Graphene is a two-dimensional material with high mobility, high thermal conductivity, high transmittance, large specific surface area, and good mechanical strength. It is widely utilized as a transparent electrode and charge-transporting layer in optoelectronic devices. However, graphene is a zero-bandgap material with inherent semi-metallic properties that limit its application in the field of semiconductor optoelectronic devices. The construction of heterojunctions has become a critical means to meet the requirements of semiconductor applications in specific industries. To date, many different graphene heterojunction structures have been reported owing to the wide selection of heterojunction materials. Based on the properties of graphene, this study describes the development and preparation methods of graphene heterojunctions and summarizes the research progress of photoelectronic devices based on graphene heterojunctions from the perspective of material preparation and device structure. Lastly, the development of graphene heterojunctions in optoelectronic devices is discussed.